ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 73.900 74.115 0.215 0.3% 74.625
High 74.175 74.505 0.330 0.4% 74.745
Low 73.715 73.890 0.175 0.2% 73.515
Close 74.087 74.362 0.275 0.4% 74.106
Range 0.460 0.615 0.155 33.7% 1.230
ATR 0.743 0.734 -0.009 -1.2% 0.000
Volume 20,304 22,387 2,083 10.3% 114,243
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.097 75.845 74.700
R3 75.482 75.230 74.531
R2 74.867 74.867 74.475
R1 74.615 74.615 74.418 74.741
PP 74.252 74.252 74.252 74.316
S1 74.000 74.000 74.306 74.126
S2 73.637 73.637 74.249
S3 73.022 73.385 74.193
S4 72.407 72.770 74.024
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.812 77.189 74.783
R3 76.582 75.959 74.444
R2 75.352 75.352 74.332
R1 74.729 74.729 74.219 74.426
PP 74.122 74.122 74.122 73.970
S1 73.499 73.499 73.993 73.196
S2 72.892 72.892 73.881
S3 71.662 72.269 73.768
S4 70.432 71.039 73.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.570 73.635 0.935 1.3% 0.592 0.8% 78% False False 20,846
10 75.055 73.515 1.540 2.1% 0.638 0.9% 55% False False 20,995
20 75.645 73.515 2.130 2.9% 0.809 1.1% 40% False False 28,481
40 77.175 73.515 3.660 4.9% 0.745 1.0% 23% False False 28,617
60 77.175 73.515 3.660 4.9% 0.723 1.0% 23% False False 27,608
80 77.175 73.500 3.675 4.9% 0.707 1.0% 23% False False 20,781
100 77.175 73.325 3.850 5.2% 0.648 0.9% 27% False False 16,636
120 77.977 73.325 4.652 6.3% 0.581 0.8% 22% False False 13,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.139
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.119
2.618 76.115
1.618 75.500
1.000 75.120
0.618 74.885
HIGH 74.505
0.618 74.270
0.500 74.198
0.382 74.125
LOW 73.890
0.618 73.510
1.000 73.275
1.618 72.895
2.618 72.280
4.250 71.276
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 74.307 74.265
PP 74.252 74.167
S1 74.198 74.070

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These figures are updated between 7pm and 10pm EST after a trading day.

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